Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 40.765193 44.396063 48.428994 53.287639 59.047687 65.745213 7.425619e+01
2025-08-03 35.499856 40.162123 45.711505 52.959658 62.432449 74.804055 9.298688e+01
2025-08-10 32.016019 37.031557 43.252708 51.801233 63.725675 80.660924 1.086158e+02
2025-08-17 29.458568 34.618612 41.214248 50.631148 64.459371 85.523032 1.241619e+02
2025-08-24 27.583964 32.837519 39.721265 49.873938 65.471443 90.819006 1.424932e+02
2025-08-31 25.984930 31.253492 38.295763 48.963162 65.991013 95.297820 1.613988e+02
2025-09-07 25.326790 30.853641 38.428382 50.303098 70.247827 107.443275 2.054397e+02
2025-09-14 24.261089 29.804836 37.530125 49.926547 71.503967 114.199050 2.419572e+02
2025-09-21 23.115668 28.567002 36.254007 48.798745 71.218491 117.645995 2.722185e+02
2025-09-28 22.043186 27.370220 34.953134 47.497271 70.406595 119.709102 3.006307e+02
2025-10-05 21.852761 27.413806 35.495491 49.276453 75.724611 138.156435 4.374907e+02
2025-10-12 21.522166 27.228433 35.665228 50.427183 80.020390 156.204026 6.547880e+02
2025-10-19 21.077825 26.868832 35.564947 51.145104 83.695855 175.160071 1.078587e+03
2025-10-26 20.447500 26.200528 34.932451 50.837639 85.066331 187.846840 1.746535e+03
2025-11-02 19.712099 25.338791 33.935592 49.757231 84.453196 193.315699 2.623587e+03
2025-11-09 19.027544 24.525978 32.974895 48.664672 83.646857 197.875785 4.350137e+03
2025-11-16 18.464126 23.875749 32.246813 47.956988 83.683293 206.211241 1.284846e+04
2025-11-23 17.910390 23.219342 31.475930 47.105103 83.231352 212.431341 3.416483e+06
2025-11-30 17.775492 23.202851 31.766168 48.358140 88.481809 250.803663 NaN
2025-12-07 17.366382 22.741284 31.279302 48.006172 89.354126 267.724617 NaN
2025-12-14 16.860679 22.111204 30.477424 46.951239 88.091684 271.143758 NaN
2025-12-21 16.352766 21.463301 29.621130 45.732435 86.210114 269.683907 NaN
2025-12-28 16.346482 21.607212 30.132357 47.398220 93.089855 339.035924 NaN